Montresor is saying that revenge does not bring full satisfaction, that is, a full feeling of closure, unless the avenger's victim is aware of the identity of the person who has punished him. For example, it would not be satisfactory revenge to send someone a bomb that would kill that person without his ever knowing who had sent the bomb.
Poe, through his narrator Montresor, is establishing the conditions which his story must fulfill in order to achieve a perfect conclusion, or, in other words, to have a fully satisfying single effect. Montresor wants Fortunato to know that he is the victim of an act of revenge and also to know who is responsible. Montresor needs to have Fortunato drunk in order to lure him down into his catacombs, but he doesn't want to have him so drunk that he doesn't understand what is being done or who is responsible. Montresor accomplishes his purpose, because Fortunato begins to sober up once he realizes that he is caught in a horrible trap and that his life is at stake. When Fortunato shouts,
"FOR THE LOVE OF GOD, MONTRESOR!"
this is the only time he calls the narrator by name. It is sufficient to prove that he understands the identity of the "avenger." And when the narrator says
"Yes," I said, "for the love of God!"
he shows that he has gotten the satisfaction he wanted. Fortunato knows what is happening, why it is happening, and who is causing it to happen. Furtnermore, Montresor's saying, "Yes" shows that Fortunato is fulfilling Montresor's expectation that he would plead for mercy. Montresor is saying, in effect,
"Yes, that is exactly what I wanted you to say."